On the absolute continuity of one-dimensional SDEs driven by a fractional Brownian motion
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Publication:2493853
DOI10.1016/j.spl.2005.10.021zbMath1091.60008OpenAlexW4300189330MaRDI QIDQ2493853
Publication date: 16 June 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.10.021
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Self-similar stochastic processes (60G18)
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